+60.7%
COP vs MP
-35.7%
+96.4%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -5.1% | -0.1% | -5.3% |
| 7D | -8.1% | -12.5% | +4.4% | -8.6% |
| 30D | +6.7% | -23.3% | +30.0% | +5.7% |
| 3M | +16.9% | -24.4% | +41.2% | +15.9% |
| 6M | +11.2% | -45.8% | +56.9% | +10.4% |
| YTD | +49.5% | -28.9% | +78.4% | +46.9% |
| 1Y | +60.7% | -34.6% | +95.3% | +58.2% |
| All | +60.7% | -35.7% | +96.4% | +58.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MP.
Daily Out/Under-Performance
Portfolio return minus MP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded MP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling